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Risk-sensitive and mean variance optimality in Markov decision processes
Sladký, Karel - In: Czech economic review : acta Universitatis Carolinae … 7 (2013) 3, pp. 146-161
Persistent link: https://www.econbiz.de/10010341117
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Asset-liability management models in decision making
Bajram, Narela; Can, Mehmet - In: Journal of business and finance 1 (2013) 1, pp. 11-16
Persistent link: https://www.econbiz.de/10010201760
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Uncertainty aversion and the optimal choice of portfolio
Dow, James; Werlang, Sérgio Ribeiro da Costa - 1988 - Rev
Persistent link: https://www.econbiz.de/10000783085
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Uncertainty aversion, risk aversion, and the optimal choice of portfolio
Dow, James - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 1, pp. 197-204
Persistent link: https://www.econbiz.de/10001121802
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The assessment of large compounds of independent gambles
Hellwig, Martin - In: Journal of economic theory 67 (1995) 2, pp. 299-326
Persistent link: https://www.econbiz.de/10001192460
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A multi-dimensional framework for portfolio management
Hallerbach, Winfried G. - In: Essays in decision making : a volume in honour of …, (pp. 275-293). 1997
Persistent link: https://www.econbiz.de/10001294795
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Bequest Motives in Consumption-Portfolio Decisions with Recursive Utility
Kraft, Holger - 2020
This paper studies consumption-portfolio decisions with recursive utility on a finite time horizon. We postulate … with time-additive utility is both quantitatively and qualitatively a poor measure of the relative strength of bequest. To …
Persistent link: https://www.econbiz.de/10012845724
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Gain/loss asymmetric stochastic differential utility
Shigeta, Yuki - In: Journal of economic dynamics & control 118 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012503409
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Nonadditive multiattribute utility functions for portfolio decision analysis
Liesiö, Juuso; Vilkkumaa, Eeva - In: Operations research 69 (2021) 6, pp. 1886-1908
Persistent link: https://www.econbiz.de/10012815744
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Ein Kapitalmarktmodell unter Ambiguität
Eisenberger, Roselies - 1996
Persistent link: https://www.econbiz.de/10012939292